\HeaderA{VaR.norm.plots}{Diagnostic Plots for VaR Calculation in Lognormal Approximation}{VaR.norm.plots}
\keyword{aplot}{VaR.norm.plots}
\begin{Description}\relax
This function produces some diagnostic plots for VaR calculation in lognormal 
approximation.
\end{Description}
\begin{Usage}
\begin{verbatim}
VaR.norm.plots(z)
\end{verbatim}
\end{Usage}
\begin{Arguments}
\begin{ldescription}
\item[\code{z}] An object returned by \code{VaR.norm()} function 
\end{ldescription}
\end{Arguments}
\begin{Details}\relax
Returns plots of daily log return and of daily log return histogram with
the best fit provided by \code{VaR.norm()}.
\end{Details}
\begin{Author}\relax
T. Daniyarov
\end{Author}
\begin{SeeAlso}\relax
\code{\LinkA{VaR.norm}{VaR.norm}}
\end{SeeAlso}
\begin{Examples}
\begin{ExampleCode}
data(exchange.rates)
attach(exchange.rates)
y <- USDJPY[!is.na(USDJPY)]
z <- VaR.norm(y)
VaR.norm.plots(z)
detach(exchange.rates)
\end{ExampleCode}
\end{Examples}

